-62.8%
CSGP vs FTV
-3.2%
-59.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.5% | -2.1% |
| 7D | -4.1% | -4.5% | +0.4% | -2.4% |
| 30D | +2.3% | -7.1% | +9.4% | +5.2% |
| 3M | -8.2% | -7.2% | -1.0% | -5.8% |
| 6M | -35.1% | -1.5% | -33.6% | -35.1% |
| YTD | -54.0% | +3.5% | -57.5% | -55.0% |
| 1Y | -65.3% | +20.3% | -85.7% | -68.3% |
| All | -62.8% | -3.2% | -59.6% | -64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FTV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling